1 Jan 03:17 1998

### [R] Cancor

```Dear R's!
I am strugling with cancor procedure in R. I cannot figure out the
meaning of xcoef and of yxcoef.
Are these:
1. standardized coefficients
2. structural coefficients
3. something else?

I have tried to simulate canonical correlation analysis by checking the
eigenstructure of the expression:

Sigma_xx %*% Sigma_xy %*% Sigma_yy %*% t(Sigma_xy).

The resulting eigenvalues were the same as the squared values of
cancor\$cor. I have normalized the resulting eigenvectors, the a's with

sqrt(a'%*%Sigma_xx%*%t(a)), and similarly the b's with
sqrt(b'%*%Sigma_yy%*%t(b)).

The results differed considerably from xcoef and ycoef of the cancor.

I thought then, maybe these coefficients are structural coefficients and
therefore I multiplied them, the a's with
a%*%Sigma_xx, and the b's with
b%*%Sigma_yy,

but the results are nevertheless far from those of the cancor. Now, I
really don't know any more, how to interpret the xcoef and ycoef.
I am thanking you in advance.

```

1 Jan 01:44 1998

### [R] Cancor

```Dear Gabor,
coefficients. If you want to interpret the coefficients in terms of
measure, etc. ,  you have to normalize the results so that the canonical
variables have identity variance matrix. Multiplying cancor coefficients
xcoef and ycoef by as.numeric(sqrt(nrow(x)-1)) does the job.
(I sometimes miss such information in the R help.)
Best regards,
Irena Komprej

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